The Importance of Common Cyclical Features in VAR Analysis: A Monte-Carlo Study
Market Architecture and Nonlinear Dynamics of Australian Stock and Future Indices
Predicting how People Play Games: A Simple Dynamic Model of Choice
Do Jumps Matter? Forecasting Multivariate Realized Volatility Allowing for Common Jumps
Demand for Hospital Care and Private Health Insurance in a Mixed Public-private System: Empirical Evidence Using a Simultaneous Equation Modeling Approach
Does International Trade Synchronize Business Cycles?
